+301.7%
ELF vs ED
+147.1%
+154.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.5% | +3.8% |
| 7D | +1.6% | +2.1% | -0.5% | +1.4% |
| 30D | +9.1% | +10.4% | -1.3% | +8.1% |
| 3M | +28.2% | +12.5% | +15.6% | +26.7% |
| 6M | +119.5% | +14.9% | +104.6% | +116.4% |
| YTD | +55.2% | +24.8% | +30.3% | +51.4% |
| 1Y | +58.6% | +23.8% | +34.8% | +54.8% |
| 3Y | +21.3% | +51.6% | -30.4% | +11.9% |
| 5Y | +276.2% | +86.4% | +189.8% | +230.9% |
| All | +301.7% | +147.1% | +154.6% | +252.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ED wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling